diff --git a/zipline/pipeline/engine.py b/zipline/pipeline/engine.py index 79be34a6..cecb9caf 100644 --- a/zipline/pipeline/engine.py +++ b/zipline/pipeline/engine.py @@ -423,8 +423,8 @@ class SimplePipelineEngine(object): # Each term that computed an output has its postprocess method # called on the filtered result. # - # We use this convert LabelArrays into categoricals, among other - # things. + # As of Mon May 2 15:38:47 2016, we only use this to convert + # LabelArrays into categoricals. final_columns[name] = terms[name].postprocess(data[name][mask]) return DataFrame(